+95.3%
TFC vs LH
+179.1%
-83.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +2.7% |
| 7D | -2.5% | -7.4% | +4.9% | +1.6% |
| 30D | -2.8% | -4.6% | +1.8% | -0.5% |
| 3M | +2.1% | +14.5% | -12.4% | -5.7% |
| 6M | +10.1% | +14.8% | -4.7% | +1.3% |
| YTD | +5.4% | +23.3% | -17.8% | -7.0% |
| 1Y | +16.3% | +13.6% | +2.7% | +6.8% |
| 3Y | +95.9% | +56.3% | +39.5% | +48.1% |
| 5Y | +16.0% | +25.2% | -9.2% | -2.9% |
| All | +95.3% | +179.1% | -83.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling